Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154149 | Statistics & Probability Letters | 2009 | 8 Pages |
Abstract
In this paper we study the rate of convergence of the Markov chain Xn+1=AXn+Bn(modp), where AA is an integer invertible matrix, and {Bn}n is a sequence of independent and identically distributed integer vectors. If AA has an eigenvalue of size 1, then n=O(p2)n=O(p2) steps are necessary and sufficient to have Xn sampling from a nearly uniform distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Claudio Asci,